Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2879074.8814 | -4565.9595 | -2874508.9219 | -7771174.3891 | -47795148.595 | 40023974.2058 |
Total P&L (%) | -2879.0749 | -4.566 | -2874.5089 | -7771.1744 | -47795.1486 | 40023.9742 |
Avg Daily Profit (%) | -1.5411 | -0.0024 | -1.5386 | 0 | 0 | 0.3214 |
Buy And Hold Return (%) | 7513.9228 | 7513.9228 | 7513.9228 | 7513.9228 | 7513.9228 | 7513.9228 |
Max Trade Drawdown | -3014400 | -128123 | -2940268 | -88462311 | -63162529 | -40294730 |
Profit Factor | 0.1685 | 0.9841 | 0.0949 | 0.9475 | 0.4374 | 1.6336 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 158 | 77 | 81 | 121 | 56 | 65 |
Losing Trades | 42 | 23 | 19 | 79 | 44 | 35 |
Profitability (%) | 79 | 77 | 81 | 60.5 | 56 | 65 |
Ratio Avg Win / Avg Loss | 0.0448 | 0.2939 | 0.0223 | 0.6186 | 0.3437 | 0.8796 |
Largest Winning Trade | 13436 | 13436 | 12279 | 42021349 | 5785197 | 42021349 |
Largest Losing Trade | -2064142 | -61180 | -2064142 | -35284501 | -28986667 | -35284501 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 10 | 12 | 7 | 26 | 23 | 29 |
Avg Bars in Losers | 126 | 104 | 154 | 46 | 46 | 47 |
Bars Traded | 6937 | 3360 | 3577 | 6937 | 3360 | 3577 |
Profit Streak | 46.3161 | 48.3161 | 0 | 0 | 0 | 47.8161 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575413 | -576298 | -576801 | -578369 | -580287 | 377725 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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